-2.3%
AWK vs A
+16.0%
-18.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.2% |
| 7D | +1.2% | +4.8% | -3.5% | +0.5% |
| 30D | +15.8% | +5.6% | +10.1% | +14.7% |
| 3M | +11.0% | +23.6% | -12.6% | +7.0% |
| 6M | +21.0% | +56.4% | -35.4% | +11.7% |
| YTD | +16.7% | +33.4% | -16.7% | +10.8% |
| 1Y | +17.2% | +23.7% | -6.5% | +12.9% |
| 3Y | +29.2% | +71.0% | -41.8% | +10.2% |
| 5Y | -2.3% | +16.8% | -19.1% | -8.0% |
| All | -2.3% | +16.0% | -18.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling